Essays about: "Niklas Zettervall"
Found 1 essay containing the words Niklas Zettervall.
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1. Multi-scale methods for stochastic differential equations
University essay from Institutionen för fysikAbstract : Standard Monte Carlo methods are used extensively to solve stochastic differential equations. This thesis investigates a Monte Carlo (MC) method called multilevel Monte Carlo that solves the equations on several grids, each with a specific number of grid points. The multilevel MC reduces the computational cost compared to standard MC. READ MORE
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